169 lines
7.7 KiB
C++
169 lines
7.7 KiB
C++
#ifndef FIX50SP2_DERIVATIVESECURITYLISTREQUEST_H
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#define FIX50SP2_DERIVATIVESECURITYLISTREQUEST_H
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#include "Message.h"
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namespace FIX50SP2
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{
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class DerivativeSecurityListRequest : public Message
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{
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public:
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DerivativeSecurityListRequest() : Message(MsgType()) {}
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DerivativeSecurityListRequest(const FIX::Message& m) : Message(m) {}
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DerivativeSecurityListRequest(const Message& m) : Message(m) {}
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DerivativeSecurityListRequest(const DerivativeSecurityListRequest& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("z"); }
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DerivativeSecurityListRequest(
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const FIX::SecurityReqID& aSecurityReqID,
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const FIX::SecurityListRequestType& aSecurityListRequestType )
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: Message(MsgType())
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{
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set(aSecurityReqID);
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set(aSecurityListRequestType);
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}
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FIELD_SET(*this, FIX::SecurityReqID);
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FIELD_SET(*this, FIX::SecurityListRequestType);
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FIELD_SET(*this, FIX::MarketID);
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FIELD_SET(*this, FIX::MarketSegmentID);
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FIELD_SET(*this, FIX::UnderlyingSymbol);
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FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
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FIELD_SET(*this, FIX::UnderlyingSecurityID);
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FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
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FIELD_SET(*this, FIX::UnderlyingProduct);
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FIELD_SET(*this, FIX::UnderlyingCFICode);
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FIELD_SET(*this, FIX::UnderlyingSecurityType);
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FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
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FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
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FIELD_SET(*this, FIX::UnderlyingMaturityDate);
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FIELD_SET(*this, FIX::UnderlyingMaturityTime);
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FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
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FIELD_SET(*this, FIX::UnderlyingIssueDate);
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FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
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FIELD_SET(*this, FIX::UnderlyingFactor);
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FIELD_SET(*this, FIX::UnderlyingCreditRating);
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FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
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FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
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FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
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FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
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FIELD_SET(*this, FIX::UnderlyingStrikePrice);
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FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
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FIELD_SET(*this, FIX::UnderlyingOptAttribute);
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FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
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FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingTimeUnit);
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FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
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FIELD_SET(*this, FIX::UnderlyingCouponRate);
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FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
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FIELD_SET(*this, FIX::UnderlyingIssuer);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
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FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::UnderlyingCPProgram);
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FIELD_SET(*this, FIX::UnderlyingCPRegType);
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FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
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FIELD_SET(*this, FIX::UnderlyingCurrency);
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FIELD_SET(*this, FIX::UnderlyingQty);
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FIELD_SET(*this, FIX::UnderlyingSettlementType);
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FIELD_SET(*this, FIX::UnderlyingCashAmount);
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FIELD_SET(*this, FIX::UnderlyingCashType);
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FIELD_SET(*this, FIX::UnderlyingPx);
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FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
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FIELD_SET(*this, FIX::UnderlyingEndPrice);
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FIELD_SET(*this, FIX::UnderlyingStartValue);
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FIELD_SET(*this, FIX::UnderlyingCurrentValue);
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FIELD_SET(*this, FIX::UnderlyingEndValue);
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FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
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FIELD_SET(*this, FIX::UnderlyingFXRate);
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FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
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FIELD_SET(*this, FIX::UnderlyingCapValue);
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FIELD_SET(*this, FIX::UnderlyingSettlMethod);
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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
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FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
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FIELD_SET(*this, FIX::UnderlyingRestructuringType);
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FIELD_SET(*this, FIX::UnderlyingSeniority);
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FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
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FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
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FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
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FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
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FIELD_SET(*this, FIX::DerivativeSymbol);
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FIELD_SET(*this, FIX::DerivativeSymbolSfx);
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FIELD_SET(*this, FIX::DerivativeSecurityID);
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FIELD_SET(*this, FIX::DerivativeSecurityIDSource);
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FIELD_SET(*this, FIX::DerivativeProduct);
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FIELD_SET(*this, FIX::DerivativeProductComplex);
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FIELD_SET(*this, FIX::DerivFlexProductEligibilityIndicator);
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FIELD_SET(*this, FIX::DerivativeSecurityGroup);
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FIELD_SET(*this, FIX::DerivativeCFICode);
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FIELD_SET(*this, FIX::DerivativeSecurityType);
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FIELD_SET(*this, FIX::DerivativeSecuritySubType);
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FIELD_SET(*this, FIX::DerivativeMaturityMonthYear);
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FIELD_SET(*this, FIX::DerivativeMaturityDate);
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FIELD_SET(*this, FIX::DerivativeMaturityTime);
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FIELD_SET(*this, FIX::DerivativeSettleOnOpenFlag);
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FIELD_SET(*this, FIX::DerivativeInstrmtAssignmentMethod);
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FIELD_SET(*this, FIX::DerivativeSecurityStatus);
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FIELD_SET(*this, FIX::DerivativeIssueDate);
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FIELD_SET(*this, FIX::DerivativeInstrRegistry);
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FIELD_SET(*this, FIX::DerivativeCountryOfIssue);
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FIELD_SET(*this, FIX::DerivativeStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::DerivativeLocaleOfIssue);
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FIELD_SET(*this, FIX::DerivativeStrikePrice);
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FIELD_SET(*this, FIX::DerivativeStrikeCurrency);
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FIELD_SET(*this, FIX::DerivativeStrikeMultiplier);
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FIELD_SET(*this, FIX::DerivativeStrikeValue);
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FIELD_SET(*this, FIX::DerivativeOptAttribute);
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FIELD_SET(*this, FIX::DerivativeContractMultiplier);
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FIELD_SET(*this, FIX::DerivativeMinPriceIncrement);
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FIELD_SET(*this, FIX::DerivativeMinPriceIncrementAmount);
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FIELD_SET(*this, FIX::DerivativeUnitOfMeasure);
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FIELD_SET(*this, FIX::DerivativeUnitOfMeasureQty);
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FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasure);
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FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::DerivativeSettlMethod);
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FIELD_SET(*this, FIX::DerivativePriceQuoteMethod);
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FIELD_SET(*this, FIX::DerivativeValuationMethod);
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FIELD_SET(*this, FIX::DerivativeListMethod);
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FIELD_SET(*this, FIX::DerivativeCapPrice);
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FIELD_SET(*this, FIX::DerivativeFloorPrice);
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FIELD_SET(*this, FIX::DerivativePutOrCall);
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FIELD_SET(*this, FIX::DerivativeExerciseStyle);
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FIELD_SET(*this, FIX::DerivativeOptPayAmount);
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FIELD_SET(*this, FIX::DerivativeTimeUnit);
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FIELD_SET(*this, FIX::DerivativeSecurityExchange);
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FIELD_SET(*this, FIX::DerivativePositionLimit);
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FIELD_SET(*this, FIX::DerivativeNTPositionLimit);
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FIELD_SET(*this, FIX::DerivativeIssuer);
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FIELD_SET(*this, FIX::DerivativeEncodedIssuerLen);
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FIELD_SET(*this, FIX::DerivativeEncodedIssuer);
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FIELD_SET(*this, FIX::DerivativeSecurityDesc);
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FIELD_SET(*this, FIX::DerivativeEncodedSecurityDescLen);
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FIELD_SET(*this, FIX::DerivativeEncodedSecurityDesc);
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FIELD_SET(*this, FIX::DerivativeContractSettlMonth);
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FIELD_SET(*this, FIX::DerivativeContractMultiplierUnit);
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FIELD_SET(*this, FIX::DerivativeFlowScheduleType);
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FIELD_SET(*this, FIX::SecuritySubType);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::Text);
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FIELD_SET(*this, FIX::EncodedTextLen);
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FIELD_SET(*this, FIX::EncodedText);
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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FIELD_SET(*this, FIX::SubscriptionRequestType);
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};
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}
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#endif
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